Value of Stocks
Value of Stocks Data
data(valueofstocks)
A multivariate quarterly time series from 1960(1) to 1977(3) with variables
value of stocks,
monetary base,
dollar rent on producer durables,
dollar rent on producer structures,
production capacity for business output.
The data was originally studied by Woglom (1981), the data set is given in Krämer and Sonnberger (1986).
G. Woglom (1981), A Reexamination of the Role of Stocks in the Consumption Function and the Transmission Mechanism. Journal of Money, Credit and Banking 13, 215–220
W. Krämer & H. Sonnberger (1986), The Linear Regression Model Under Test. Heidelberg: Physica
data(valueofstocks) lm(log(VST) ~., data=valueofstocks)
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